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dc.contributor.authorHammer, Hugo Lewi
dc.contributor.authorYazidi, Anis
dc.date.accessioned2019-02-11T05:43:18Z
dc.date.accessioned2019-07-05T07:06:32Z
dc.date.available2019-02-11T05:43:18Z
dc.date.available2019-07-05T07:06:32Z
dc.date.issued2018-08-23
dc.identifier.citationHammer HL, Yazidi A: A Novel Incremental Quantile Estimator Using the Magnitude of the Observations. In: Antsaklis. The 26th Mediterranean Conference on Control and Automation, 2018. IEEE p. 290-295en
dc.identifier.isbn978-1-5386-7890-9
dc.identifier.issn2473-3504
dc.identifier.urihttps://hdl.handle.net/10642/7249
dc.description.abstractIncremental quantile estimators like the the deterministic multiplicative incremental quantile estimator by Yazidi and Hammer (2017) are simple and efficient algorithms to estimate and track quantiles when data are received sequentially. The estimators merely relying on the sign of the difference between the quantile estimate and the current observation which seems like a waste of information from the data stream. In this paper we suggest a novel incremental estimator that rather use the magnitude of the observations. The intuition behind our approach is that the magnitude is more informative than the sign of the difference. Extensive experiments show that our estimators clearly outperform legacy state-of-the-art quantile estimators.en
dc.language.isoenen
dc.publisherIEEEen
dc.relation.ispartofseriesThe 26th Mediterranean Conference on Control and Automation;
dc.relation.urihttps://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=8443071
dc.rights© 2018 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.en
dc.subjectSignal processing algorithmsen
dc.subjectApproximation algorithmsen
dc.subjectComputational modelingen
dc.subjectEstimationsen
dc.subjectMonitoringen
dc.titleA Novel Incremental Quantile Estimator Using the Magnitude of the Observationsen
dc.typeChapter
dc.typeChapteren
dc.typePeer revieweden
dc.date.updated2019-02-11T05:43:18Z
dc.description.versionacceptedVersionen
dc.identifier.doihttps://dx.doi.org/10.1109/MED.2018.8443071
dc.identifier.cristin1651225
dc.source.isbn9781538674994


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